-64.8%
CSGP vs POET
-11.0%
-53.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.0% | -10.5% | -2.6% |
| 7D | -4.1% | +5.6% | -9.7% | -4.2% |
| 30D | +2.3% | -2.1% | +4.4% | +2.3% |
| 3M | -8.2% | -48.8% | +40.7% | -6.7% |
| 6M | -35.1% | +15.8% | -50.9% | -37.9% |
| YTD | -54.0% | +25.1% | -79.1% | -56.4% |
| 1Y | -65.3% | +50.6% | -115.9% | -67.7% |
| 3Y | -62.6% | +107.9% | -170.4% | -67.5% |
| All | -64.8% | -11.0% | -53.7% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded POET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling